Can you guys explain it to me? So many things don't make sense to me or it feels like it's missing parts that are supposed to explain it. Like Frank is really fucking confusing to me. And then the old lady was like a Chekhov's gun that never went off but if it did it probably would have explained everything and that's frustrating to me.

It's VERY complex, and almost none of it is in the theatrical release - there was a tiny bit of detail in the Director's Cut, and the rest was in websites and a fictional book.